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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~person:"Tzavalis, Elias"
~subject:"Risk premium"
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Schätzung
Risk premium
Theorie
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Theory
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Estimation
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Prognoseverfahren
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Börsenkurs
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Consumption forecasts
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Erwartungsbildung
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Gaussian affine term structure models
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Kapitaleinkommen
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Principal component analysis
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Tzavalis, Elias
Baillie, Richard
2
Cho, Dooyeon
2
Harvey, David I.
2
Karanasos, Menelaos
2
Kim, Dongcheol
2
Leybourne, Stephen James
2
Wang, Yudong
2
Abhyankar, Abhay
1
Adcock, Christopher
1
Ammann, Manuel
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Antell, Jan
1
Arakelian, V.
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Argyropoulos, Efthymios
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Ballestra, Luca Vincenzo
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1
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1
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1
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1
Brunetti, Celso
1
Buesser, Ralf
1
Byrne, Joseph P.
1
Cai, Lili
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Canepa, Alessandra
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Cao, Shuo
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Caporin, Massimiliano
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Cavalcante Júnior, Elias
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Chague, Fernando
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Chalamandaris, George
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Chen Zhou
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Chen, Hong-Yi
1
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Journal of empirical finance
Econometric reviews
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economics and finance : JEF
1
Journal of money, credit and banking : JMCB
1
Review of development economics
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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